scientific article; zbMATH DE number 912564

MaRDI QIDQ4887223zbMATH OpenFDO

Authors Mark H. A. Davis, J. M. C. Clark

Publication date 1 August 1996

zbMATH Keywords

Black-Scholes option pricingsuper-replicating portfolios

Mathematics Subject Classification ID

Economic growth models (91B62)

Recommendations

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• On Super-Replication in Discrete Time under Transaction Costs

Cited in

(2)

• A note on super-replicating strategies
• scientific article; zbMATH DE number 1897421 (Why is no real title available?)

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